| Trading Metrics calculated at close of trading on 15-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
15-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
2,628.0 |
2,717.0 |
89.0 |
3.4% |
2,814.0 |
| High |
2,684.0 |
2,774.0 |
90.0 |
3.4% |
2,817.0 |
| Low |
2,621.0 |
2,717.0 |
96.0 |
3.7% |
2,594.0 |
| Close |
2,669.0 |
2,758.0 |
89.0 |
3.3% |
2,669.0 |
| Range |
63.0 |
57.0 |
-6.0 |
-9.5% |
223.0 |
| ATR |
88.2 |
89.4 |
1.2 |
1.4% |
0.0 |
| Volume |
9,233 |
145,056 |
135,823 |
1,471.1% |
58,651 |
|
| Daily Pivots for day following 15-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.7 |
2,896.3 |
2,789.4 |
|
| R3 |
2,863.7 |
2,839.3 |
2,773.7 |
|
| R2 |
2,806.7 |
2,806.7 |
2,768.5 |
|
| R1 |
2,782.3 |
2,782.3 |
2,763.2 |
2,794.5 |
| PP |
2,749.7 |
2,749.7 |
2,749.7 |
2,755.8 |
| S1 |
2,725.3 |
2,725.3 |
2,752.8 |
2,737.5 |
| S2 |
2,692.7 |
2,692.7 |
2,747.6 |
|
| S3 |
2,635.7 |
2,668.3 |
2,742.3 |
|
| S4 |
2,578.7 |
2,611.3 |
2,726.7 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.3 |
3,238.7 |
2,791.7 |
|
| R3 |
3,139.3 |
3,015.7 |
2,730.3 |
|
| R2 |
2,916.3 |
2,916.3 |
2,709.9 |
|
| R1 |
2,792.7 |
2,792.7 |
2,689.4 |
2,743.0 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,668.5 |
| S1 |
2,569.7 |
2,569.7 |
2,648.6 |
2,520.0 |
| S2 |
2,470.3 |
2,470.3 |
2,628.1 |
|
| S3 |
2,247.3 |
2,346.7 |
2,607.7 |
|
| S4 |
2,024.3 |
2,123.7 |
2,546.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,774.0 |
2,594.0 |
180.0 |
6.5% |
77.2 |
2.8% |
91% |
True |
False |
33,674 |
| 10 |
2,936.0 |
2,594.0 |
342.0 |
12.4% |
83.2 |
3.0% |
48% |
False |
False |
22,060 |
| 20 |
2,990.0 |
2,594.0 |
396.0 |
14.4% |
81.0 |
2.9% |
41% |
False |
False |
16,681 |
| 40 |
3,260.0 |
2,594.0 |
666.0 |
24.1% |
75.0 |
2.7% |
25% |
False |
False |
9,628 |
| 60 |
3,439.0 |
2,594.0 |
845.0 |
30.6% |
64.0 |
2.3% |
19% |
False |
False |
6,584 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
30.6% |
54.5 |
2.0% |
19% |
False |
False |
4,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.3 |
|
2.618 |
2,923.2 |
|
1.618 |
2,866.2 |
|
1.000 |
2,831.0 |
|
0.618 |
2,809.2 |
|
HIGH |
2,774.0 |
|
0.618 |
2,752.2 |
|
0.500 |
2,745.5 |
|
0.382 |
2,738.8 |
|
LOW |
2,717.0 |
|
0.618 |
2,681.8 |
|
1.000 |
2,660.0 |
|
1.618 |
2,624.8 |
|
2.618 |
2,567.8 |
|
4.250 |
2,474.8 |
|
|
| Fisher Pivots for day following 15-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.8 |
2,733.3 |
| PP |
2,749.7 |
2,708.7 |
| S1 |
2,745.5 |
2,684.0 |
|